I'd recommend either the Shure or the Etymotics.

The mid-end Shure is the E2C (can be found for $80). The mid-end Etymotic is the ER-6 ($150). I picked the E2c over the ER-6 b/c the Etymotic cord is too sensitive.

The high-end versions are the Shure E5C($450) and the Etymotic ER-4P ($280).

These headphones are sweet. Other good ones in a different genre are th AKG-1000, the Grados and the Sennheiser HD600.